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BookUpdatedCallbackPolicy Enumeration
Policy of calling book updated events.

Namespace:  OnixS.CmeMdHandler
Assembly:  OnixS.CmeMdHandler-net-4.7 (in OnixS.CmeMdHandler-net-4.7.dll) Version: 3.16.1.0 (3.16.1.0)
Syntax
C#
public enum BookUpdatedCallbackPolicy
Members
  Member nameValueDescription
CallBookUpdatedAfterEndOfQuotes0 Book updated events will be called after end-of-corresponding-quotes will be present in tag MatchEventIndicator 5799. Default value.
CallBookUpdatedAfterEachIncrementalMessage1 Book updated events will be called after each incremental message. This will simulate Fix/Fast handler behavior. Please note that in this mode sometimes book can be inconsistent.
See Also